Search Results - subject:"Logistic smooth transition"

Inflation-dependent exchange rate pass-through in Sweden: Insights from a logistic smooth transition VAR model

Linderoth, Gabriella; Meuller, Malte - 2024

using a logistic smooth transition vector autoregressive model. The model enables smooth transitions between high and low …

Persistent link: https://www.econbiz.de/10015097123

Inflation-dependent exchange rate pass-through in Sweden : insights from a logistic smooth transition VAR model

Linderoth, Gabriella; Meuller, Malte - 2024

using a logistic smooth transition vector autoregressive model. The model enables smooth transitions between high and low …

Persistent link: https://www.econbiz.de/10015062497

The asymmetric relationships between the Bitcoin futures' return, volatility, and trading volume

Kao, Yu-Sheng; Zhao, Kai; Chuang, Hwei-lin; Ku, Yu-Cheng - In: International review of economics & finance : IREF 89 (2024) 1, pp. 524-542

Persistent link: https://www.econbiz.de/10014446485

Determinants and dynamic interactions of trader positions in the gold futures market

Chen, Yu-Lun; Moh, Wan Shin - In: Journal of commodity markets 31 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014477760

Islamic equity investments and the COVID-19 pandemic

Ashraf, Dawood; Rizwan, Muhammad Suhail; Ahmad, Ghufran - In: Pacific-Basin finance journal 73 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013388959

Timing of tick size reduction : threshold and smooth transition model analysis

Maruyama, Hiroyuki; Tabata, Tomoaki - In: Finance research letters 45 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10014576141

Tracking safe haven properties of cryptocurrencies during the COVID-19 pandemic : a smooth transition approach

Melki, Abir; Nefzi, Nourhaine - In: Finance research letters 46 (2022) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10013341272

Does ICT change the relationship between total factor productivity and CO2 emissions? : evidence based on a nonlinear model

Ben Lahouel, Bechir; Taleb, Lotfi; Zaied, Younes Ben; … - In: Energy economics 101 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10013161760

Navigating the oil bubble : a non-linear heterogeneous-agent dynamic model of futures oil pricing

Cifarelli, Giulio; Paesani, Paolo - In: The energy journal 42 (2021) 5, pp. 101-122

Persistent link: https://www.econbiz.de/10013170656

Nonlinear pass-through of exchange rate shocks on inflation: A Bayesian smooth transition VAR approach

Rincón, Hernán; Rodríguez, Norberto - 2016

Determining the exchange rate pass-through on inflation is a necessity for central banks as well as for firms and households. This is an apparently easy and intuitive task, but it faces high complexity and uncertainty. This paper examines the short and long-term impact of an exchange rate shock...

Persistent link: https://www.econbiz.de/10011621563